ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	1,361.2	1,355.8	-5.4	-0.4%	1,350.9
High	1,376.8	1,364.7	-12.1	-0.9%	1,387.1
Low	1,354.7	1,351.2	-3.5	-0.3%	1,339.0
Close	1,359.9	1,354.4	-5.5	-0.4%	1,367.5
Range	22.1	13.5	-8.6	-38.9%	48.1
ATR	19.2	18.8	-0.4	-2.1%	0.0
Volume	163,800	131,845	-31,955	-19.5%	614,286

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,397.3	1,389.3	1,361.8
R3	1,383.8	1,375.8	1,358.0
R2	1,370.3	1,370.3	1,357.0
R1	1,362.3	1,362.3	1,355.8	1,359.5
PP	1,356.8	1,356.8	1,356.8	1,355.5
S1	1,348.8	1,348.8	1,353.3	1,346.0
S2	1,343.3	1,343.3	1,352.0
S3	1,329.8	1,335.3	1,350.8
S4	1,316.3	1,321.8	1,347.0

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,508.8	1,486.3	1,394.0
R3	1,460.8	1,438.3	1,380.8
R2	1,412.8	1,412.8	1,376.3
R1	1,390.0	1,390.0	1,372.0	1,401.3
PP	1,364.5	1,364.5	1,364.5	1,370.3
S1	1,342.0	1,342.0	1,363.0	1,353.3
S2	1,316.5	1,316.5	1,358.8
S3	1,268.3	1,293.8	1,354.3
S4	1,220.3	1,245.8	1,341.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,378.5	1,339.7	38.8	2.9%	19.0	1.4%	38%	False	False	146,413
10	1,387.1	1,339.0	48.1	3.6%	18.0	1.3%	32%	False	False	137,098
20	1,387.1	1,339.0	48.1	3.6%	18.5	1.4%	32%	False	False	140,890
40	1,395.0	1,330.0	65.0	4.8%	18.8	1.4%	38%	False	False	138,306
60	1,395.0	1,122.9	272.1	20.1%	18.5	1.4%	85%	False	False	92,267
80	1,395.0	1,122.9	272.1	20.1%	15.8	1.2%	85%	False	False	69,203
100	1,395.0	1,122.9	272.1	20.1%	13.5	1.0%	85%	False	False	55,362

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,422.0
2.618	1,400.0
1.618	1,386.5
1.000	1,378.3
0.618	1,373.0
HIGH	1,364.8
0.618	1,359.5
0.500	1,358.0
0.382	1,356.3
LOW	1,351.3
0.618	1,342.8
1.000	1,337.8
1.618	1,329.3
2.618	1,315.8
4.250	1,293.8

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	1,358.0	1,359.5
PP	1,356.8	1,357.8
S1	1,355.5	1,356.0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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